
Bahrain’s Ministry of Interior issued two separate notices urging citizens and residents to remain calm and go to the nearest safe place, Reuters reported.
The ministry gave no further details about the threat.
Bahrain is home to the US Navy’s Fifth Fleet.
The warnings came two days after Iran’s Islamic Revolutionary Guard Corps (IRGC) claimed to have attacked a US early-warning radar in Bahrain.
The US military rejected the claim, saying it had intercepted two Iranian drones and that no harm had been caused.
Meanwhile, the Saudi-led coalition fighting Yemen’s Houthis said it had intercepted two Houthi missiles fired at Riyadh and three drones over the oil-rich Eastern Province.
The Houthis, who control densely populated areas of Yemen, have launched heavy attacks on Riyadh in recent days.
One strike last week damaged an administrative building belonging to Saudi Aramco, the state-owned oil company, in the Saudi capital.
The Eastern Province, Saudi Arabia’s economic hub, has repeatedly been targeted by the Houthis recently because it holds most of the country’s oil and natural gas reserves.
The region also houses Aramco’s headquarters, which was severely damaged in an attack in October.
As the Houthis have intensified attacks on airports, ports and oil infrastructure, Saudi Arabia has had to increase its air strikes against the group in retaliation.
The situation in Yemen and Saudi Arabia stems from the conflict between the US and Iran, which began on February 28 when the US and Israel attacked Iran.
Iran retaliated, including by attacking US bases in Persian Gulf countries.
The Iran-backed Houthis later joined the conflict by launching attacks on Saudi Arabia.